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Yam, Sheung Chi Phillip

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Author ID: yam.sheung-chi-phillip Recent zbMATH articles by "Yam, Sheung Chi Phillip"
Published as: Yam, S. C. P.; Yam, Sheung Chi Phillip; Phillip Yam, Sheung Chi
Further Spellings: Yam, Phillip Sheung Chi
Homepage: http://www.sta.cuhk.edu.hk/scpy/
External Links: MGP · ORCID · Google Scholar · dblp
Documents Indexed: 68 Publications since 2009
Co-Authors: 48 Co-Authors with 68 Joint Publications
1,576 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

54 Publications have been cited 603 times in 460 Documents Cited by Year
Linear-quadratic mean field games. Zbl 1343.91010
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
65
2016
The master equation in mean field theory. Zbl 1325.35232
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip
39
2015
A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180
Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
38
2014
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
36
2014
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
35
2013
Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
32
2014
On the interpretation of the master equation. Zbl 1379.60063
Bensoussan, A.; Frehse, J.; Yam, S. C. P.
28
2017
Mean field games with a dominating player. Zbl 1348.49031
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
25
2016
Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
22
2015
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079
Chen, Ping; Yam, S. C. P.
21
2013
Behavioral optimal insurance. Zbl 1229.91167
Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
18
2011
Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
17
2015
Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114
Bensoussan, A.; Yam, S. C. P.; Zhang, Z.
17
2015
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
17
2017
Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235
Chau, K. W.; Yam, S. C. P.; Yang, H.
15
2015
Fourier-cosine method for ruin probabilities. Zbl 1305.91163
Chau, K. W.; Yam, S. C. P.; Yang, H.
14
2015
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng
14
2016
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
12
2015
Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.
11
2013
A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip
10
2019
Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip
10
2014
Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
10
2010
Game call options revisited. Zbl 1304.91228
Yam, S. C. P.; Yung, S. P.; Zhou, W.
9
2014
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
9
2019
A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui
6
2017
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
6
2016
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
5
2018
Utility-deviation-risk portfolio selection. Zbl 1366.91147
Wong, K. C.; Yam, S. C. P.; Zheng, H.
5
2017
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
4
2015
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
4
2020
Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
3
2011
Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039
Yam, S. C. P.; Yung, S. P.; Zhou, W.
3
2009
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011
Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P.
3
2012
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
3
2020
Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061
Bensoussan, A.; Mertz, L.; Yam, S. C. P.
3
2016
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip
2
2015
Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.
2
2014
Control problem on space of random variables and master equation. Zbl 1450.35305
Bensoussan, Alain; Yam, Sheung Chi Phillip
2
2019
Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. Zbl 1427.49045
Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi
2
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
2
2019
Mean field games with parametrized followers. Zbl 1483.91031
Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip
2
2020
Estimation of a monotone density in \(s\)-sample biased sampling models. Zbl 1407.62117
Chan, Kwun Chuen Gary; Ling, Hok Kan; Sit, Tony; Yam, Sheung Chi Phillip
1
2018
A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432
Yam, S. C. P.; Yung, S. P.; Zhou, W.
1
2013
Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730
Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei
1
2012
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074
Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip
1
2014
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Evolutionary credibility risk premium. Zbl 1446.91057
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip
1
2020
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. Zbl 1381.37063
Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip
1
2018
Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074
Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P.
1
2014
Discrete-time mean field partially observable controlled systems subject to common noise. Zbl 1378.49013
Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
1
2017
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
4
2020
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
3
2020
Mean field games with parametrized followers. Zbl 1483.91031
Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip
2
2020
Evolutionary credibility risk premium. Zbl 1446.91057
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip
1
2020
A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip
10
2019
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
9
2019
Control problem on space of random variables and master equation. Zbl 1450.35305
Bensoussan, Alain; Yam, Sheung Chi Phillip
2
2019
Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. Zbl 1427.49045
Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi
2
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
2
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
5
2018
Estimation of a monotone density in \(s\)-sample biased sampling models. Zbl 1407.62117
Chan, Kwun Chuen Gary; Ling, Hok Kan; Sit, Tony; Yam, Sheung Chi Phillip
1
2018
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. Zbl 1381.37063
Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip
1
2018
On the interpretation of the master equation. Zbl 1379.60063
Bensoussan, A.; Frehse, J.; Yam, S. C. P.
28
2017
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
17
2017
A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui
6
2017
Utility-deviation-risk portfolio selection. Zbl 1366.91147
Wong, K. C.; Yam, S. C. P.; Zheng, H.
5
2017
Discrete-time mean field partially observable controlled systems subject to common noise. Zbl 1378.49013
Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
1
2017
Linear-quadratic mean field games. Zbl 1343.91010
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
65
2016
Mean field games with a dominating player. Zbl 1348.49031
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
25
2016
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng
14
2016
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
6
2016
Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061
Bensoussan, A.; Mertz, L.; Yam, S. C. P.
3
2016
The master equation in mean field theory. Zbl 1325.35232
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip
39
2015
Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
22
2015
Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
17
2015
Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114
Bensoussan, A.; Yam, S. C. P.; Zhang, Z.
17
2015
Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235
Chau, K. W.; Yam, S. C. P.; Yang, H.
15
2015
Fourier-cosine method for ruin probabilities. Zbl 1305.91163
Chau, K. W.; Yam, S. C. P.; Yang, H.
14
2015
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
12
2015
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
4
2015
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip
2
2015
A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180
Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
38
2014
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
36
2014
Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
32
2014
Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip
10
2014
Game call options revisited. Zbl 1304.91228
Yam, S. C. P.; Yung, S. P.; Zhou, W.
9
2014
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.
2
2014
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074
Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip
1
2014
Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074
Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P.
1
2014
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
35
2013
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079
Chen, Ping; Yam, S. C. P.
21
2013
Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.
11
2013
A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432
Yam, S. C. P.; Yung, S. P.; Zhou, W.
1
2013
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011
Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P.
3
2012
Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730
Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei
1
2012
Behavioral optimal insurance. Zbl 1229.91167
Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
18
2011
Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
3
2011
Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
10
2010
Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039
Yam, S. C. P.; Yung, S. P.; Zhou, W.
3
2009
all top 5

Cited by 618 Authors

37 Yam, Sheung Chi Phillip
18 Bensoussan, Alain
14 Cheung, Ka Chun
12 Jin, Zhuo
11 Shen, Yang
10 Huang, Jianhui
9 Zeng, Yan
8 Carmona, René A.
8 Yang, Hailiang
7 Cai, Jun
7 Pham, Huyên
7 Qian, Linyi
7 Wei, Jiaqin
7 Weng, Chengguo
7 Wong, Hoi Ying
6 Averboukh, Yuriĭ Vladimirovich
6 Boonen, Tim J.
6 Chong, Wing Fung
6 Delarue, François
6 Forsyth, Peter A.
6 Lacker, Daniel
6 Wu, Zhen
6 Xiao, Helu
6 Yung, Siu Pang
6 Zhang, Zhimin
6 Zhou, Zhongbao
6 Zhuang, Sheng Chao
5 Asimit, Alexandru V.
5 Bai, Yanfei
5 Chi, Yichun
5 Dang, Duy Minh
5 Ghossoub, Mario
5 Han, Peisong
5 Hu, Duni
5 Huang, Minyi
5 Li, Xun
5 Liu, Fangda
5 Moon, Jun-Hee
5 Tan, Ken Seng
5 Wang, Hailong
5 Wang, Tianxiao
4 Assa, Hirbod
4 Caines, Peter Edwin
4 Cecchin, Alekos
4 Chau, Man Ho Michael
4 Chen, Lv
4 Chen, Ping
4 Chiu, Mei Choi
4 Laurière, Mathieu
4 Li, Juan
4 Li, Shuanming
4 Mertz, Laurent
4 Siu, Chi Chung
4 Sung, K. C. J.
4 Tembine, Hamidou
4 Van Staden, Pieter M.
4 Wang, Ning
4 Wong, Kwok Chuen
4 Yu, Wenguang
4 Yu, Zhiyong
4 Zhang, Nan
4 Zhang, Yiying
3 Ai, Chunrong
3 Bayraktar, Erhan
3 Cardaliaguet, Pierre
3 Chen, Zhiping
3 Cosso, Andrea
3 Dong, Yinghui
3 Džurina, Jozef
3 Feng, Xinwei
3 Firoozi, Dena
3 Fu, Guanxing
3 Gao, Rui
3 Horst, Ulrich
3 Hu, Junlei
3 Jin, Xu
3 Lemieux, Christiane
3 Li, Danping
3 Li, Zhongfei
3 Liang, Zhibin
3 Lindensjö, Kristoffer
3 Lo, Ambrose
3 Pun, Chi Seng
3 Shi, Jingtao
3 Stadje, Mitja
3 Sun, Jingrui
3 Sun, Li-Hsien
3 Vigna, Elena
3 Wang, Bingchang
3 Wang, Guangchen
3 Wang, Wei
3 Wang, Wenyuan
3 Wei, Xiaoli
3 Xie, Jiayi
3 Xu, Jianxin
3 Yin, Chuancun
3 Yong, Jiongmin
3 Yuen, Fei Lung
3 Yuen, Kam Chuen
3 Zhang, Jiannan
...and 518 more Authors
all top 5

Cited in 118 Serials

82 Insurance Mathematics & Economics
28 SIAM Journal on Control and Optimization
19 Applied Mathematics and Optimization
19 Scandinavian Actuarial Journal
18 Journal of Computational and Applied Mathematics
16 Automatica
10 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
10 ASTIN Bulletin
9 Journal of Optimization Theory and Applications
9 Dynamic Games and Applications
8 Journal of Industrial and Management Optimization
7 European Journal of Operational Research
7 Stochastic Processes and their Applications
7 Mathematical Problems in Engineering
7 SIAM Journal on Financial Mathematics
6 The Annals of Applied Probability
5 International Journal of Control
5 Journal of Mathematical Analysis and Applications
5 Journal of Applied Probability
5 Mathematics of Operations Research
5 Communications in Statistics. Theory and Methods
4 Applied Mathematics and Computation
4 Journal of Differential Equations
4 Systems & Control Letters
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Discrete Dynamics in Nature and Society
4 Quantitative Finance
3 Journal of the Franklin Institute
3 The Annals of Probability
3 Stochastic Analysis and Applications
3 Optimization
3 SIAM Journal on Mathematical Analysis
3 Electronic Journal of Probability
3 Finance and Stochastics
3 Mathematical Finance
3 Mathematical Methods of Operations Research
3 International Journal of Theoretical and Applied Finance
3 Journal of Systems Science and Complexity
3 Advances in Difference Equations
3 Mathematical Control and Related Fields
3 Journal of Function Spaces
2 Scandinavian Journal of Statistics
2 Chaos, Solitons and Fractals
2 The Annals of Statistics
2 Journal of Econometrics
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Operations Research Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability Theory and Related Fields
2 Communications in Partial Differential Equations
2 Computational Statistics and Data Analysis
2 International Journal of Robust and Nonlinear Control
2 Applied Mathematics. Series B (English Edition)
2 Abstract and Applied Analysis
2 Journal of Inequalities and Applications
2 Decisions in Economics and Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Mathematics and Financial Economics
2 Electronic Journal of Statistics
2 Science China. Mathematics
2 Games
2 European Actuarial Journal
2 Minimax Theory and its Applications
1 Computers & Mathematics with Applications
1 Journal d’Analyse Mathématique
1 Journal of Fluid Mechanics
1 Mathematics of Computation
1 Journal of Mathematical Economics
1 Metron
1 Numerische Mathematik
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Optimal Control Applications & Methods
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Queueing Systems
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 International Journal of Adaptive Control and Signal Processing
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Numerical Algorithms
1 SIAM Journal on Scientific Computing
1 The Journal of Analysis
1 Random Operators and Stochastic Equations
1 NoDEA. Nonlinear Differential Equations and Applications
1 Statistica Sinica
1 Lifetime Data Analysis
1 Bernoulli
1 Journal of Nonparametric Statistics
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Data Mining and Knowledge Discovery
1 Communications in Nonlinear Science and Numerical Simulation
1 International Game Theory Review
1 The ANZIAM Journal
...and 18 more Serials

Citations by Year